Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.51% | 98.35 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,187 CHF | 247,437 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.21 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,469 CHF | 246,719 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.49 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,970 CHF | 247,220 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 98.42 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,408 CHF | 247,658 CHF | 99.99% | 99.99% |
14/11/2024 | 0.51% | 98.63 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,456 CHF | 247,706 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.50 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,404 CHF | 247,654 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.74 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,045 CHF | 248,295 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 98.89 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,140 CHF | 248,390 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.62 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,562 CHF | 247,812 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 98.95 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,365 CHF | 248,615 CHF | 100.00% | 100.00% |